+145.5%
TMUS vs PINS
-19.0%
+164.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | +8.2% | -9.4% | +17.5% | +9.2% |
| 30D | +13.4% | -10.2% | +23.6% | +14.5% |
| 3M | -3.0% | -19.0% | +16.0% | -1.1% |
| 6M | -8.8% | -7.4% | -1.4% | -8.6% |
| YTD | -13.8% | -25.7% | +11.9% | -12.1% |
| 1Y | -17.1% | -29.7% | +12.6% | -14.9% |
| 3Y | +22.7% | -38.1% | +60.8% | +23.1% |
| 5Y | +52.8% | -57.3% | +110.1% | +54.0% |
| All | +145.5% | -19.0% | +164.5% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PINS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling